A Statistical Theory for the Analysis of Uncertain Systems

dc.creatorChen, Xinjia
dc.creatorZhou, Kemin
dc.creatorAravena, Jorge L.
dc.date2007-07-05
dc.date.accessioned2026-07-07T09:37:53Z
dc.date.available2026-07-07T09:37:53Z
dc.descriptionThis paper addresses the issues of conservativeness and computational complexity of probabilistic robustness analysis. We solve both issues by defining a new sampling strategy and robustness measure. The new measure is shown to be much less conservative than the existing one. The new sampling strategy enables the definition of efficient hierarchical sample reuse algorithms that reduce significantly the computational complexity and make it independent of the dimension of the uncertainty space. Moreover, we show that there exists a one to one correspondence between the new and the existing robustness measures and provide a computationally simple algorithm to derive one from the other.
dc.description32 pages, 15 figures
dc.identifierhttps://arxiv.org/abs/0707.0823
dc.identifierhttp://arxiv.org/abs/0707.0823
dc.identifierProceeding of Joint Meeting of Statistics, pp. 1656--1663, Salt Lake City, 2007
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/160615
dc.subjectApplications
dc.subjectDynamical Systems
dc.titleA Statistical Theory for the Analysis of Uncertain Systems
dc.typetext

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